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Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253
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On bootstrap sample size in extreme value theory
Geluk, Jaap (contributor); Haan, Laurens de (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722196
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Thecredit channel in the Netherlands : evidence from bank balance sheets
Haan, Leo de - 2002
Persistent link: https://www.econbiz.de/10001647686
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The impact of monetary policy on bank lending in the Netherlands
Haan, Leo de - In: Monetary policy transmission in the euro area : a study …, (pp. 335-346). 2003
Persistent link: https://www.econbiz.de/10001872460
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Limit laws for order statistics
Balkema, A. A.; Haan, L. de - 1974
Persistent link: https://www.econbiz.de/10001570459
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DNB-conjunctuurindicator: een terugblik op vooruitzien
Bikker, Jacob A. - In: Economisch statistische berichten : ESB 75 (1990) 12, pp. 1188-1192
Persistent link: https://www.econbiz.de/10001104479
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Solvabiliteit en pik-ordegedrag
Haan, Leo de - In: Economisch statistische berichten : ESB 77 (1992) 8, pp. 344-348
Persistent link: https://www.econbiz.de/10001124166
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Exact rates of convergence to a symmetric stable law
Haan, Laurens de; Lian, Peng - 1995
Persistent link: https://www.econbiz.de/10000922708
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A note on conditions for quantile process approximations
Drees, Holger; Haan, Laurens de - 1996
Persistent link: https://www.econbiz.de/10000939220
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A note on conditions for quantile process approximations
Drees, Holger; Haan, Laurens de - 1996
Persistent link: https://www.econbiz.de/10000941232